Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-29 0.287445 0.312053 0.338668 0.369746 0.405233 0.444728 0.492338
2025-07-06 0.250315 0.281101 0.316154 0.359462 0.412154 0.475023 0.557031
2025-07-13 0.232245 0.267874 0.310150 0.364882 0.435203 0.524499 0.649920
2025-07-20 0.218179 0.257141 0.304959 0.369347 0.456075 0.572536 0.747876
2025-07-27 0.204325 0.244957 0.296188 0.367423 0.467247 0.607939 0.833425
2025-08-03 0.194189 0.236379 0.290882 0.368935 0.482458 0.650108 0.936199
2025-08-10 0.181032 0.222758 0.277605 0.357851 0.477820 0.661380 0.990412
2025-08-17 0.168919 0.209679 0.264020 0.344941 0.468735 0.663955 1.029304
2025-08-24 0.162119 0.203296 0.259108 0.343974 0.477443 0.695854 1.127439
2025-08-31 0.159359 0.202198 0.261389 0.353636 0.503605 0.760437 1.304358
2025-09-07 0.154174 0.197367 0.257927 0.354119 0.514627 0.799745 1.439537
2025-09-14 0.148811 0.191971 0.253262 0.352250 0.521304 0.831754 1.567310
2025-09-21 0.143503 0.186540 0.248434 0.350091 0.527857 0.865791 1.714636
2025-09-28 0.136801 0.178773 0.239675 0.340891 0.520903 0.871802 1.792592
2025-10-05 0.134174 0.176840 0.239638 0.346037 0.540606 0.936218 2.056374
2025-10-12 0.131500 0.174687 0.239099 0.350227 0.558915 1.001102 2.354403
2025-10-19 0.127667 0.170607 0.235301 0.348476 0.565445 1.040488 2.591044
2025-10-26 0.124785 0.167835 0.233411 0.349887 0.578372 1.097552 2.926054
2025-11-02 0.119621 0.161371 0.225291 0.339639 0.566395 1.090909 3.009213
2025-11-09 0.114391 0.154641 0.216486 0.327683 0.549897 1.070526 3.027914
2025-11-16 0.111716 0.151773 0.213845 0.326788 0.556683 1.112196 3.348795
2025-11-23 0.111141 0.152132 0.216479 0.335741 0.585583 1.219889 4.086896
2025-11-30 0.108963 0.149882 0.214661 0.336188 0.595716 1.277260 4.627090